It's not really about when you buy them, but how many you buy and how often.
Newly registered domains that have backlinks built to them aggressively generally have a rough time in the serps.
It's not to say you won't come out the other side in a much better position, but it simply takes time.

Best is to diversify the type of links you are building. Web 2.0/High PR Blog Posts/Blog Comments/etc.
Also, make sure to keep a steady pace when you are building links. It looks bad for 500 links to be built in a couple days, and none for another month.

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